← positive_eps_streak (all companies) · ENS (all signals) · all methodology
positive_eps_streak on EnerSys (ENS)
SIC 3690 — Miscellaneous Electrical Machinery, Equipment & Supplies · CIK 1289308 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on ENS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-21 | 2025-05-21 | -14.89% | -12.07% | -12.64% | +4.61% | — |
| FY2023 | 2024-05-22 | 2024-05-22 | +10.85% | +11.92% | +9.22% | -1.21% | -12.76% |
| FY2022 | 2023-05-24 | 2023-05-24 | +14.44% | +18.11% | +21.98% | +19.11% | +28.60% |
| FY2021 | 2022-05-25 | 2022-05-25 | +7.20% | +5.77% | -5.97% | +4.47% | +53.04% |
| FY2020 | 2021-05-26 | 2021-05-26 | +3.08% | +3.68% | +5.82% | -6.87% | -28.88% |
| FY2019 | 2020-06-01 | 2020-06-01 | -1.70% | +12.69% | -1.09% | +12.67% | +49.56% |
| FY2018 | 2019-05-29 | 2019-05-29 | -0.20% | +3.82% | +12.54% | -3.33% | +9.04% |
| FY2017 | 2018-05-30 | 2018-05-30 | -1.04% | +1.14% | -5.63% | -0.64% | -29.74% |
| FY2016 | 2017-05-30 | 2017-05-30 | -10.95% | -9.96% | -12.33% | -24.31% | -1.94% |
| FY2015 | 2016-05-31 | 2016-05-31 | +6.07% | +11.89% | -6.26% | +20.16% | +24.38% |
| FY2014 | 2015-05-27 | 2015-05-27 | -0.71% | -0.61% | +5.74% | -21.21% | -12.47% |
| FY2013 | 2014-05-28 | 2014-05-28 | +1.66% | +0.35% | +0.38% | -6.60% | +0.25% |
| FY2012 | 2013-05-28 | 2013-05-28 | +0.61% | +1.06% | -3.05% | +5.93% | +40.75% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.